INTERMARK YIELD

The Yield Kit add-in is the finest yield add-in available (both on speed and range of instruments handled). It handles international fixed income products, including MTNs, deferred, long or short first coupon bonds as well as bonds callable between coupon payment dates. In addition to the standard AIBD yields (both annual and semi-annual), the calculator can work out hedges (even when the instruments have a different number of payments per annum), repos, money market yields on all instruments (which can be compared directly with Libor), duration and convexity. Holidays and weekends are taken into account for bonds in their final coupon period. The yield add-in enables the setting up of international fixed income portfolios, with consistent yield, duration and convexity analysis, using your familiar spreadsheet. It also has a cash flow analyser for swaps, projects, loans and esoteric instruments. For quantitative analysts, it provides the ability to construct risk/return profiles on arbitrage trades as well as models of bond futures. For dealers, it enables the setting up of a very flexible trading system. Its uses are thus endless in the fixed income environment. 

Yields can be calculated for: Australian bonds Bunds Canadian bonds Eurodollar FRNs Eurosterling FRNs French government bonds JGBs Swedish money market instruments UK gilts US bills US treasuries US corporates, yankees, etc. 

The Yield Kit add-in can be used by itself or with any (or all) of our other add-ins, thus providing the ability to create complex models combining bonds, bond futures and options.

    Intermark Swaps
    Intermark Zero   
    Intermark Exotics   
    Intermark Options   
    Intermark Yield  
    Advanced Exotics  
    Local Volatilities  
    Special Offer  

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